+176.7%
ALLY vs WCC
+453.1%
-276.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | -0.1% |
| 7D | -2.8% | +3.3% | -6.1% | -4.8% |
| 30D | +1.9% | -9.4% | +11.3% | +5.2% |
| 3M | -12.1% | -10.5% | -1.6% | -9.7% |
| 6M | -9.0% | -10.4% | +1.4% | -8.0% |
| YTD | -12.9% | +34.4% | -47.3% | -30.6% |
| 1Y | -0.1% | +27.7% | -27.7% | -18.2% |
| 3Y | +64.6% | +137.9% | -73.4% | -13.0% |
| 5Y | -10.1% | +147.0% | -157.1% | -56.9% |
| 10Y | +176.7% | +442.5% | -265.8% | -42.9% |
| All | +176.7% | +453.1% | -276.5% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling